Title :
A maximum likelihood estimator for frequency and decay rate
Author :
Tabei, M. ; Musicus, B. ; Ueda, M.
Author_Institution :
Res. Lab. of Precision Machinery & Electron., Tokyo Inst. of Technol., Japan
Abstract :
An extension of Rife´s discrete Fourier transform (DFT) interpolation into a complex form is presented. The method has several advantages over Rife´s original formula. It can estimate the decay rate of the input sequence as well as the frequency, and does not require a square-root operation. An error analysis suggests a powerful but simple refinement step which can nearly attain the Cramer-Rao (CR) bound. An interpolation formula is derived, and its iteration into a refinement procedure is discussed. The procedure also allows the use of arbitrary windows to suppress the interference of other frequency components in the data that are typically found with real and/or damped sequences
Keywords :
error analysis; fast Fourier transforms; interpolation; parameter estimation; signal processing; Cramer Rao bound; DFT interpolation; Rife´s discrete Fourier transform; arbitrary windows; damped sequences; error analysis; frequency estimation; input sequence decay rate estimation; interference suppression; interpolation formula; maximum likelihood estimator; signal processing; simple refinement step; Discrete Fourier transforms; Error analysis; Fourier transforms; Frequency estimation; Gaussian noise; Interpolation; Laboratories; Machinery; Maximum likelihood estimation; Yield estimation;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on
Conference_Location :
Toronto, Ont.
Print_ISBN :
0-7803-0003-3
DOI :
10.1109/ICASSP.1991.150117
